The credit
report should have the contact information for any creditor
reporting on your credit report. If not, a simple internet search
of the name of the company reporting on your credit file will lead
you to them. Call them and find out about it; they will be more
than willing to tell you what it is for and what you owe. Get a
copy of the bill from them, and if it is owed, promptly pay
it.

It is extremely important that you mention to the collector that
you never received a bill in the first place.

Collectors take notes of most of their phone calls, so you want
to get that comment into the notes if you can. Clearly explain that
you dispute having this on your credit report, because you would
have paid the bill before it went to collections.